The first issues I had is that the file had prompted for the passphrase..but I saw that I could included it in the open line.
the documentation on the actual syntax didn't include an example so I took a stab at it...it doesn't work.
what is the actual syntax.

The second issue I had. (before I tried to include the passphrase) was after it connected is that the script stopped executing right after "LCD T:"^ and the command window leaves me at a prompt.

Re: Issue with using PassPhrase

Both your problems have the same cause.
The syntax of the line with the open command should be:
"open sftp://cofcit:MayKey@huwey.tk20.com/ -hostkey=""ssh-Classified"" -privatekey=""P:\TK20FileInfo\TK20PRI.ppk"" -passphrase=""Music"""^
(also note the space before -passphrase)
See https://winscp.net/eng/docs/commandline#syntax